The iterative solution of Lyapunov equations
J.L. Rawson, R. Katti · PPSC · 1995
A fixed point method is used to iteratively solve the Lyapunov equation, XA{sup T} + AX + Q = 0. The rate of convergence is determined by the selection of solution parameters whose bounds are dependent on the eigenvalues of A. The resulting algorithm can be easily parallelized.